+64.4%
UL vs AFL
+303.3%
-238.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -3.4% | -1.6% | -1.7% | -3.0% |
| 30D | +0.5% | -4.0% | +4.5% | +1.5% |
| 3M | +7.2% | -0.5% | +7.7% | +7.4% |
| 6M | -3.1% | +6.5% | -9.6% | -4.7% |
| YTD | -2.7% | +6.2% | -8.9% | -4.3% |
| 1Y | -10.2% | +8.3% | -18.5% | -12.2% |
| 3Y | +20.3% | +62.5% | -42.3% | +5.1% |
| 5Y | +19.9% | +136.2% | -116.2% | -5.7% |
| All | +64.4% | +303.3% | -238.9% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling